T.H.
Hi K.,
Practice, patience and practice. For me it was the patience part that was difficult. Eventually they get the rules, hold hand or be held or whatever but until they do it's trying. One of the moms mentioned the walking rope like they have at preschool and let me tell you, it's amazing! We do it with our dog's leash. Finn holds one side, I hold the other and I can lead him around anywhere!
Good luck!